No there is no exception.
I have done a bit more debugging and actually it seems that the Validator, Auditor etc are added to the object graph if they are created. The problem is that when I use dependency injection in server mode they are not actually created in the first place.
When you use an enterprise services component in server mode it is placed in the GAC and activated as a COM+ Component. As a result it does not have an app.config file so the instructions relating to dependency injection in the app.config file :
<configSections>
<section name="dependencyInjectionInformation" type="SD.LLBLGen.Pro.ORMSupportClasses.DependencyInjectionSectionHandler, SD.LLBLGen.Pro.ORMSupportClasses.NET20, Version=2.5.0.0, Culture=neutral, PublicKeyToken=ca73b74ba4e3ff27"/>
</configSections>
<dependencyInjectionInformation>
<additionalAssemblies>
<assembly filename="XaverModel.dll"/>
<assembly fullName="XaverModel, Version=1.0.0.0, Culture=neutral, PublicKeyToken=ece590f0ddbb5536"/>
</additionalAssemblies>
<instanceTypeFilters>
<instanceTypeFilter namespace="XaverModel.AuditorClasses"/>
<instanceTypeFilter namespace="XaverModel.AuthorizerClasses"/>
<instanceTypeFilter namespace="XaverModel.ValidatorClasses"/>
<instanceTypeFilter namespace="XaverModel.ConcurrencyFactories"/>
</instanceTypeFilters>
</dependencyInjectionInformation>
...get ignored.
As a result none of my dependency injected classes were being created.
For now I have reverted to overriding CreateValidator(), CreateAuditor() etc which works fine.
Any idea how to get round the other issue ?